Hypotheses Testing in Econometrics

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  • Properties of the OLS Approach
    • This week we are going to look at the properties of the OLS approach as a basis for the hypothesis testing, focussing on linearity, unbiasedness, efficiency and consistency.
  • Hypothesis Testing
    • This week we shall be exploring hypothesis testing, looking at the t-test and the F-test, and considering the problems raised by hypothesis testing.
  • Diagnostic Testing I
    • This week we shall be discussing diagnostic testing as we look at non-linearity, violation of full rank and errors correlated with regressors.
  • Diagnostic Testing II
    • This week we will continue to look at diagnostic testing as we consider spherical errors, heteroscedasticity, autocorrelation, Stochastic Regressors, and the non-normality of errors.